Bob Litterman is a Partner at Kepos Capital and the Chairman of the Risk Committee and of the Advisory Panel.
\nPrior to joining Kepos Capital in 2010, Bob enjoyed a 23-year career at Goldman, Sachs & Co., where he served in research, risk management, investments and thought leadership roles. He oversaw the Quantitative Investment Strategies Group, a portfolio management business formerly known as the Quantitative Equities and Quantitative Strategies groups, and Global Investment Strategies, an institutional investment research group.<\/p>\n
While at Goldman, Bob also spent six years as one of three external advisors to Singapore’s Government Investment Corporation (GIC). He was named a partner of Goldman Sachs in 1994 and became head of the firm-wide risk function; prior to that role, he was co-head of the Fixed Income Research and Model Development Group with Fischer Black.
\nDuring his tenure at Goldman, Bob researched and published a number of groundbreaking papers in asset allocation and risk management. He is the co-developer of the Black-Litterman Global Asset Allocation Model, a key tool in investment management, and has co-authored books including The Practice of Risk Management and Modern Investment Management: An Equilibrium Approach (Wiley & Co.).<\/p>\n
Bob earned a Ph.D. in Economics from the University of Minnesota and a B.S. in Human Biology from Stanford University. He is also the inaugural recipient of the S. Donald Sussman Fellowship at MIT’s Sloan School of Management and serves on a number of boards, including Commonfund, the Sloan Foundation and World Wildlife Fund.<\/p>\n","protected":false},"excerpt":{"rendered":"
Bob Litterman is a Partner at Kepos Capital and the Chairman of the Risk Committee and of the Advisory Panel. Prior to joining Kepos Capital in 2010, Bob enjoyed a 23-year career at Goldman, Sachs & Co., where he served in research, risk management, investments and thought leadership roles. He oversaw the Quantitative Investment Strategies […]<\/p>\n","protected":false},"author":1,"featured_media":32813,"parent":1310,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"templates\/nominasiya_qalib.php","meta":{"_acf_changed":false,"footnotes":""},"class_list":["post-1320","page","type-page","status-publish","has-post-thumbnail","hentry"],"acf":[],"_links":{"self":[{"href":"https:\/\/aba.az\/en\/wp-json\/wp\/v2\/pages\/1320","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/aba.az\/en\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/aba.az\/en\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/aba.az\/en\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/aba.az\/en\/wp-json\/wp\/v2\/comments?post=1320"}],"version-history":[{"count":0,"href":"https:\/\/aba.az\/en\/wp-json\/wp\/v2\/pages\/1320\/revisions"}],"up":[{"embeddable":true,"href":"https:\/\/aba.az\/en\/wp-json\/wp\/v2\/pages\/1310"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/aba.az\/en\/wp-json\/wp\/v2\/media\/32813"}],"wp:attachment":[{"href":"https:\/\/aba.az\/en\/wp-json\/wp\/v2\/media?parent=1320"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}